Latest on Derivatives
Ion cyber outage continues as banks rely on workarounds
ABN Amro, Macquarie, RBC among firms hit; ransom deadline tomorrow, but service may be down for days
Rival TTF futures a threat to liquidity, fear energy traders
Plans by Ice and EEX to dodge EU price cap risk fragmenting the gas market
EBS ventures into crypto market with upcoming NDF
The move could be a big step forward for mainstream adoption of crypto NDF trading
Latest
Quotes
For the time being, we see more synergy with foreign securities firms rather than competition
Jian Liu, chairman of China's Shenwan Hongyuan Securities
The [USD/JPY] skew moved a lot, so the price for downside went up very significantly
Francesco Schiavo, global head of FX options at Credit Suisse
The best way to solve the issues regarding liquidity is to just get rid of the [pension fund] clearing exemption
Jasper Valstar, senior portfolio manager, Achmea
Editor's Choice
The final countdown: Europe’s pension funds get ready to clear
With clearing exemption due to end next June, EU funds try to learn from UK’s LDI mistakes
Big Figure
Japan basis blowout
A combination of surging inflation, a burst of rate hikes from central banks and a liquidity-starved market has disrupted even the simplest curve or futures-bond relationship. A glaring example is the blowout in the basis between 10-year Japanese government bonds and futures on June 15.
Read the full articleRisk Management
Ion cyber outage continues as banks rely on workarounds
ABN Amro, Macquarie, RBC among firms hit; ransom deadline tomorrow, but service may be down for days
Receive this by email
Comment
The real deal: the challenge of real interest rates
Is stochastic cross-currency basis a better way to model IM?
Our Take
Living with SA-CCR, one year on
ARRC’s trivial fight over term SOFR use